{
 "metadata": {
  "signature": "sha256:39ff7d8a7d8551de8a3ed763c4fea8c8395f0e392e547897f11bb727878885a6"
 },
 "nbformat": 3,
 "nbformat_minor": 0,
 "worksheets": [
  {
   "cells": [
    {
     "cell_type": "strategy",
     "collapsed": false,
     "has_detail": true,
     "id": "A16445BB923944C08303F9682A4D0422",
     "input": "import talib\nimport numpy as np\n\nstart = '2016-01-01'\nend = '2017-12-31'\nbenchmark = 'HS300'\nuniverse = DynamicUniverse('HS300')\ncapital_base = 1000000\nfreq = 'd'\nrefresh_rate = 1\n\nN = 20  # \u79fb\u52a8\u7a97\u53e3\u957f\u5ea6\nbuy_threshold = -100  # \u4e70\u5165\u9608\u503c\nsell_threshold = 100  # \u5356\u51fa\u9608\u503c\n\naccounts = {\n    'fantasy_account': AccountConfig(account_type='security', capital_base=10000000)\n}\n\ndef initialize(context):\n    return\n\ndef handle_data(context):\n    current_universe = context.get_universe(exclude_halt=True)\n    \n    # \u62ff\u8fc7\u53bbN\u4e2a\u4ea4\u6613\u65e5\u7684\u6700\u9ad8\u4ef7\u3001\u6700\u4f4e\u4ef7\u3001\u6536\u76d8\u4ef7\u6765\u4f30\u7b97CCI\n    data = context.history(current_universe, ['highPrice', 'lowPrice', 'closePrice'], N+1, rtype='array')\n    \n    buylist = []\n    account = context.get_account('fantasy_account')\n    cash = account.cash\n    current_positions = account.get_positions()\n    for stock in current_universe:\n        cci = talib.CCI(data[stock]['highPrice'], data[stock]['lowPrice'], data[stock]['closePrice'], timeperiod=N)[-1]\n        # CCI\u5904\u4e8e\u8d85\u5356\u671f\uff0c\u4e14\u65e0\u6301\u4ed3\n        if cci < buy_threshold and stock not in current_positions:  \n            buylist.append(stock)\n            \n        # CCI\u5904\u4e8e\u8d85\u4e70\u671f\uff0c\u4e14\u6709\u6301\u4ed3\n        elif cci > sell_threshold and stock in current_positions:  \n            order_to(stock, 0)  # \u5168\u90e8\u5356\u51fa\n            cash += current_positions[stock].amount * context.current_price(stock)  # \u4f30\u8ba1\u4e70\u5165\u91d1\u989d\n    d = min(len(buylist), int(cash) // 20000)  # \u53ef\u4ee5\u4e70\u5165\u7684\u80a1\u7968\u6570\u91cf\uff0c\u5982\u679c\u8d44\u91d1\u4e0d\u591f\uff0c\u53ea\u4e70\u5165\u90e8\u5206\n    for stock in buylist[:d]:\n        order(stock, 20000 / context.current_price(stock))\n",
     "language": "python",
     "metadata": {},
     "outputs": [
      {
       "metadata": {},
       "output_type": "pyout",
       "prompt_number": 1,
       "text": "'{\"information\": -0.53152, \"benchmark_cumulative_return\": {\"1500249600000\": -0.0180775689, \"1468368000000\": -0.1201116053, \"1506038400000\": 0.0286050005, \"1492560000000\": -0.0764214736, \"1459468800000\": -0.1364538509, \"1477440000000\": -0.1008320814, \"1486944000000\": -0.0789948017, \"1496188800000\": -0.0638220801, \"1483401600000\": -0.1042019509, \"1458604800000\": -0.1354098963, \"1477958400000\": -0.0996924421, \"1469664000000\": -0.1366570133, \"1472688000000\": -0.1150971387, \"1478476800000\": -0.1003517819, \"1509062400000\": 0.0779850469, \"1453334400000\": -0.1741246661, \"1497225600000\": -0.0419767864, \"1490659200000\": -0.0700067944, \"1471219200000\": -0.0904799109, \"1456704000000\": -0.2287689242, \"1483660800000\": -0.1027438988, \"1458172800000\": -0.1626374127, \"1513296000000\": 0.0669660855, \"1481587200000\": -0.0873676127, \"1484265600000\": -0.1101829132, \"1508889600000\": 0.0659189682, \"1493337600000\": -0.0780626132, \"1463961600000\": -0.1725492193, \"1487030400000\": -0.0791210411, \"1453852800000\": -0.2145944591, \"1504051200000\": 0.027685704, \"1509926400000\": 0.0776961167, \"1461283200000\": -0.1490493848, \"1457568000000\": -0.1924036553, \"1489017600000\": -0.0814957364, \"1501027200000\": -0.0068658713, \"1466121600000\": -0.1663487452, \"1462233600000\": -0.1386931939, \"1493856000000\": -0.0875417213, \"1482969600000\": -0.1161188473, \"1460678400000\": -0.1229695484, \"1493251200000\": -0.0761952343, \"1500940800000\": -0.0030678061, \"1508457600000\": 0.0524917549, \"1451865600000\": -0.0702060169, \"1452643200000\": -0.154147743, \"1471910400000\": -0.1043083566, \"1461110400000\": -0.147407736, \"1498003200000\": -0.038340876, \"1480291200000\": -0.0525123928, \"1499731200000\": -0.0161340979, \"1494460800000\": -0.1003373354, \"1510099200000\": 0.0849638904, \"1474848000000\": -0.1368856381, \"1512604800000\": 0.0643397422, \"1479081600000\": -0.0806101841, \"1466553600000\": -0.1600222996, \"1487548800000\": -0.0695823243, \"1509580800000\": 0.0713291191, \"1498521600000\": -0.0150870342, \"1512086400000\": 0.0715977331, \"1493942400000\": -0.0933943535, \"1452211200000\": -0.0990194331, \"1494288000000\": -0.1014398533, \"1505865600000\": 0.0298660281, \"1470614400000\": -0.1331603683, \"1467763200000\": -0.1378183626, \"1506556800000\": 0.024533229, \"1469750400000\": -0.1412689074, \"1460073600000\": -0.1461480218, \"1473120000000\": -0.1040950093, \"1477008000000\": -0.108084819, \"1505433600000\": 0.026880559, \"1507680000000\": 0.0460148941, \"1513555200000\": 0.0681549341, \"1465257600000\": -0.1484723285, \"1514246400000\": 0.0864693025, \"1478044800000\": -0.1065806666, \"1492041600000\": -0.0580108577, \"1459123200000\": -0.1504358745, \"1510531200000\": 0.1064239528, \"1452124800000\": -0.1170250375, \"1479254400000\": -0.0807860081, \"1490227200000\": -0.0721057195, \"1510790400000\": 0.1002430176, \"1502236800000\": 1.04529e-05, \"1506297600000\": 0.0232608908, \"1512691200000\": 0.073002904, \"1494892800000\": -0.0810387282, \"1460592000000\": -0.1219974243, \"1488758400000\": -0.0762585416, \"1461196800000\": -0.1528815962, \"1501718400000\": -0.000851942, \"1505692800000\": 0.0300556552, \"1471305600000\": -0.0945482517, \"1509667200000\": 0.0701400561, \"1453420800000\": -0.1655162617, \"1503360000000\": 0.0057070414, \"1484006400000\": -0.0999015011, \"1499904000000\": -0.0118157172, \"1486339200000\": -0.0958990942, \"1480464000000\": -0.0517297618, \"1493164800000\": -0.0766071876, \"1481500800000\": -0.0862571881, \"1467936000000\": -0.1443913905, \"1470182400000\": -0.1440625247, \"1489536000000\": -0.0716592446, \"1463443200000\": -0.1728703124, \"1501113600000\": -0.0050416175, \"1485302400000\": -0.0951756966, \"1467072000000\": -0.1593683203, \"1478736000000\": -0.0912335952, \"1491782400000\": -0.0605375227, \"1501804800000\": -0.0062785764, \"1470960000000\": -0.1170652411, \"1479772800000\": -0.0703941699, \"1504828800000\": 0.025458154, \"1465171200000\": -0.1480075744, \"1482364800000\": -0.1059588502, \"1488844800000\": -0.074255596, \"1487721600000\": -0.0646603261, \"1514505600000\": 0.0803670593, \"1476748800000\": -0.1098023187, \"1453161600000\": -0.136124181, \"1463097600000\": -0.1758427019, \"1498176000000\": -0.0289792965, \"1474243200000\": -0.1254034771, \"1507852800000\": 0.0509237323, \"1479340800000\": -0.0789251154, \"1508198400000\": 0.0487975224, \"1490572800000\": -0.0678011689, \"1474416000000\": -0.1244621757, \"1494547200000\": -0.0926362468, \"1473811200000\": -0.1319416618, \"1466380800000\": -0.1657277329, \"1499385600000\": -0.0201221119, \"1481155200000\": -0.0699173547, \"1467676800000\": -0.1403434195, \"1505779200000\": 0.0271002317, \"1487894400000\": -0.0689232526, \"1461628800000\": -0.1479076013, \"1497830400000\": -0.0475313488, \"1485129600000\": -0.0983445479, \"1471996800000\": -0.1075158034, \"1467590400000\": -0.1410636008, \"1483488000000\": -0.0972105371, \"1476403200000\": -0.1139524069, \"1509494400000\": 0.0711918371, \"1503014400000\": -0.0016966474, \"1456272000000\": -0.1665663809, \"1458518400000\": -0.1290719257, \"1513123200000\": 0.0855232571, \"1485216000000\": -0.0982453789, \"1494201600000\": -0.0997566339, \"1456876800000\": -0.1821686114, \"1474329600000\": -0.1269368441, \"1489363200000\": -0.0731457074, \"1482883200000\": -0.1150135151, \"1482796800000\": -0.1111282349, \"1490140800000\": -0.0753027133, \"1475020800000\": -0.1340429723, \"1496275200000\": -0.0625211706, \"1484870400000\": -0.1008082273, \"1496966400000\": -0.0414994619, \"1484092800000\": -0.1062743148, \"1462406400000\": -0.1385913447, \"1454025600000\": -0.2103762927, \"1505347200000\": 0.0265211116, \"1509408000000\": 0.0738977568, \"1477612800000\": -0.10476507, \"1496620800000\": -0.0702896941, \"1468972800000\": -0.1322431892, \"1464912000000\": -0.1451831343, \"1452556800000\": -0.1381115812, \"1459209600000\": -0.1596339324, \"1452816000000\": -0.1641045777, \"1509321600000\": 0.074702875, \"1504742400000\": 0.0264985708, \"1471478400000\": -0.0982362661, \"1470700800000\": -0.1270499503, \"1508371200000\": 0.0536703918, \"1477353600000\": -0.0974402339, \"1479945600000\": -0.0649329068, \"1482451200000\": -0.1134830964, \"1488412800000\": -0.0793108023, \"1466726400000\": -0.175247688, \"1492128000000\": -0.0655320751, \"1507593600000\": 0.0425779917, \"1464134400000\": -0.1800530956, \"1459987200000\": -0.1398322972, \"1468195200000\": -0.141429722, \"1455580800000\": -0.1860008228, \"1464825600000\": -0.1511402424, \"1499644800000\": -0.0207231564, \"1492387200000\": -0.067291065, \"1470268800000\": -0.1419767596, \"1467158400000\": -0.1553509041, \"1480377600000\": -0.0447506771, \"1470355200000\": -0.1409526388, \"1496361600000\": -0.0655312979, \"1476316800000\": -0.1148106207, \"1477267200000\": -0.0974072669, \"1456790400000\": -0.2145027948, \"1475193600000\": -0.1280405682, \"1502668800000\": -0.0097351518, \"1456099200000\": -0.1640675904, \"1472601600000\": -0.1080703457, \"1460332800000\": -0.1342557836, \"1480982400000\": -0.0728629418, \"1464739200000\": -0.1528966056, \"1468540800000\": -0.1218778854, \"1457308800000\": -0.1678274352, \"1454457600000\": -0.2096930988, \"1512345600000\": 0.0771513573, \"1483574400000\": -0.0973507138, \"1461715200000\": -0.1514575831, \"1455840000000\": -0.1821010693, \"1469145600000\": -0.1355782155, \"1499126400000\": -0.0297562989, \"1460505600000\": -0.1258701074, \"1478649600000\": -0.1012997838, \"1494806400000\": -0.0889334911, \"1469577600000\": -0.1374326756, \"1487635200000\": -0.0665188066, \"1475107200000\": -0.1304254484, \"1458691200000\": -0.1326487099, \"1513728000000\": 0.0802692036, \"1502928000000\": -0.0026073404, \"1512432000000\": 0.0828638396, \"1500595200000\": -0.0006452417, \"1469491200000\": -0.123670968, \"1465776000000\": -0.1781461027, \"1456358400000\": -0.2177040771, \"1467244800000\": -0.1546725346, \"1505260800000\": 0.0299118066, \"1464566400000\": -0.1780472018, \"1500854400000\": 0.0033405477, \"1472169600000\": -0.1136195207, \"1463356800000\": -0.1703819748, \"1481846400000\": -0.1031823865, \"1500336000000\": -0.0171064633, \"1490054400000\": -0.0709348286, \"1489622400000\": -0.0668715266, \"1504224000000\": 0.026677343, \"1472083200000\": -0.113115099, \"1491350400000\": -0.060871481, \"1463011200000\": -0.1717681965, \"1503446400000\": 0.0067229607, \"1470787200000\": -0.1307058018, \"1461801600000\": -0.1528874928, \"1468454400000\": -0.1217476256, \"1504656000000\": 0.0317461113, \"1514419200000\": 0.0771621587, \"1511827200000\": 0.0870592508, \"1484611200000\": -0.1084557646, \"1480636800000\": -0.0541543096, \"1468281600000\": -0.1227076887, \"1486684800000\": -0.0851025394, \"1481241600000\": -0.0636035063, \"1502409600000\": -0.0224214923, \"1469404800000\": -0.1340443125, \"1451952000000\": -0.0676024288, \"1501200000000\": -0.0024426663, \"1486425600000\": -0.0979146369, \"1500508800000\": 0.0045240626, \"1510012800000\": 0.0866365765, \"1473292800000\": -0.1049156997, \"1512950400000\": 0.0907248047, \"1502064000000\": -0.0011284359, \"1462320000000\": -0.139786465, \"1480032000000\": -0.0562065717, \"1499817600000\": -0.0193463691, \"1508284800000\": 0.0571314163, \"1501459200000\": 0.0018408445, \"1488499200000\": -0.0812494221, \"1483920000000\": -0.0983927923, \"1490313600000\": -0.0647024863, \"1495670400000\": -0.0657589309, \"1495065600000\": -0.0892232254, \"1503273600000\": 0.0026773215, \"1480550400000\": -0.0444837249, \"1455667200000\": -0.1789558041, \"1498435200000\": -0.0168622395, \"1505088000000\": 0.0253659001, \"1462492800000\": -0.1609890633, \"1478822400000\": -0.0841017367, \"1491868800000\": -0.0572706282, \"1511395200000\": 0.0995419733, \"1478563200000\": -0.0964584609, \"1452729600000\": -0.1365406908, \"1460937600000\": -0.1346961476, \"1487203200000\": -0.0777463445, \"1511913600000\": 0.0865042797, \"1489104000000\": -0.0812416494, \"1492473600000\": -0.0719007613, \"1511222400000\": 0.1304464883, \"1472774400000\": -0.1117369181, \"1511308800000\": 0.1330905748, \"1459296000000\": -0.1379601475, \"1474502400000\": -0.1178996008, \"1494374400000\": -0.1054151093, \"1504569600000\": 0.0337821579, \"1464048000000\": -0.1788925504, \"1490832000000\": -0.0788653459, \"1482192000000\": -0.1130904408, \"1495756800000\": -0.0671589826, \"1464220800000\": -0.1787169945, \"1492646400000\": -0.0722209968, \"1481068800000\": -0.0684153465, \"1470096000000\": -0.1452563049, \"1489449600000\": -0.0735222815, \"1478131200000\": -0.0980754515, \"1466467200000\": -0.1674312953, \"1454630400000\": -0.2056325306, \"1508976000000\": 0.0703751938, \"1495411200000\": -0.0857051384, \"1476230400000\": -0.1155171328, \"1453075200000\": -0.1608885542, \"1484524800000\": -0.1103078125, \"1514160000000\": 0.0832309525, \"1458864000000\": -0.14290734, \"1477526400000\": -0.1032724427, \"1495497600000\": -0.0822328032, \"1510617600000\": 0.0987256785, \"1497916800000\": -0.0494534314, \"1507507200000\": 0.0405259709, \"1457654400000\": -0.1910265465, \"1514332800000\": 0.0697405927, \"1497312000000\": -0.039865291, \"1462752000000\": -0.1783406884, \"1492732800000\": -0.0708169783, \"1502841600000\": -0.0079293113, \"1454544000000\": -0.2000117931, \"1488153600000\": -0.0763284959, \"1453248000000\": -0.1491895615, \"1468886400000\": -0.1293943589, \"1457049600000\": -0.1707623013, \"1487808000000\": -0.0690647694, \"1488240000000\": -0.0745630199, \"1513814400000\": 0.090282243, \"1476835200000\": -0.1111668304, \"1512518400000\": 0.0763376356, \"1453939200000\": -0.2351240483, \"1503964800000\": 0.0277492525, \"1457481600000\": -0.1766542795, \"1467331200000\": -0.1545977558, \"1488326400000\": -0.0730545791, \"1503532800000\": 0.0009758229, \"1502150400000\": 0.0003237466, \"1462838400000\": -0.1774034074, \"1510272000000\": 0.1020921173, \"1457395200000\": -0.1670681224, \"1513900800000\": 0.0867308942, \"1486512000000\": -0.0931966052, \"1510185600000\": 0.092440187, \"1487116800000\": -0.0828977715, \"1504483200000\": 0.0307186133, \"1493769600000\": -0.0851987065, \"1488931200000\": -0.075656291, \"1498694400000\": -0.0166649736, \"1455753600000\": -0.1815344659, \"1510704000000\": 0.0918424392, \"1495584000000\": -0.0822400667, \"1464307200000\": -0.1791758521, \"1481673600000\": -0.0943606347, \"1481760000000\": -0.1046825185, \"1501632000000\": 0.0079998553, \"1511136000000\": 0.1106480426, \"1464652800000\": -0.1504809026, \"1459382400000\": -0.1374742194, \"1512000000000\": 0.0737319569, \"1471824000000\": -0.1056578589, \"1482278400000\": -0.1051912286, \"1473638400000\": -0.1255428497, \"1461542400000\": -0.1524983215, \"1454284800000\": -0.2224486432, \"1470009600000\": -0.1485379945, \"1473206400000\": -0.1045798652, \"1490918400000\": -0.0736958273, \"1508803200000\": 0.0612141501, \"1508716800000\": 0.0535494056, \"1465344000000\": -0.15197487, \"1496707200000\": -0.0638228574, \"1499040000000\": -0.0214844794, \"1476057600000\": -0.11716307, \"1465948800000\": -0.1647376511, \"1485388800000\": -0.0919441277, \"1458259200000\": -0.1498368402, \"1491523200000\": -0.0572343377, \"1458777600000\": -0.1471866159, \"1506470400000\": 0.0241744517, \"1463702400000\": -0.1749627781, \"1499299200000\": -0.0190051474, \"1486080000000\": -0.0982343899, \"1479859200000\": -0.0686881953, \"1461888000000\": -0.153915634, \"1506643200000\": 0.0282755719, \"1505952000000\": 0.0286283722, \"1456444800000\": -0.2098560576, \"1503878400000\": 0.0299401636, \"1453680000000\": -0.1613825229, \"1502323200000\": -0.0040429321, \"1489708800000\": -0.0764405301, \"1472428800000\": -0.113434316, \"1504137600000\": 0.0244137438, \"1498608000000\": -0.0227387527, \"1473724800000\": -0.1261515329, \"1486598400000\": -0.0897112172, \"1497398400000\": -0.0524540439, \"1511481600000\": 0.1000262396, \"1467849600000\": -0.1396543291, \"1454371200000\": -0.2062905303, \"1461024000000\": -0.1320561082, \"1478217600000\": -0.1009995966, \"1487289600000\": -0.0829704061, \"1482710400000\": -0.1095158007, \"1463616000000\": -0.1791755841, \"1497484800000\": -0.0541978368, \"1468800000000\": -0.1256988399, \"1458086400000\": -0.171796071, \"1465862400000\": -0.1755618124, \"1469059200000\": -0.1282448027, \"1483056000000\": -0.1128178601, \"1452038400000\": -0.0512454419, \"1474588800000\": -0.1220416483, \"1471392000000\": -0.095941174, \"1507766400000\": 0.048766646, \"1473033600000\": -0.1102450948, \"1500422400000\": -0.0003372818, \"1459814400000\": -0.125038428, \"1496793600000\": -0.0528364878, \"1499990400000\": -0.0074808262, \"1456185600000\": -0.1719756473, \"1506384000000\": 0.0240623103, \"1474934400000\": -0.1313989126, \"1453766400000\": -0.2118721363, \"1463529600000\": -0.1776918015, \"1513036800000\": 0.0763899539, \"1480896000000\": -0.0701146206, \"1497571200000\": -0.0568865225, \"1458000000000\": -0.1758842457, \"1501545600000\": 0.0105542072, \"1493683200000\": -0.0815942085, \"1456963200000\": -0.1802685872, \"1494979200000\": -0.0860463602, \"1476144000000\": -0.1137623777, \"1476921600000\": -0.110533489, \"1498089600000\": -0.037700968, \"1470873600000\": -0.1333809523, \"1484697600000\": -0.1049690365, \"1499212800000\": -0.0191169671, \"1476662400000\": -0.1214487785, \"1490745600000\": -0.0712439946, \"1459900800000\": -0.1269033411, \"1503619200000\": 0.0173544126, \"1484179200000\": -0.1107961528, \"1482105600000\": -0.1077516648, \"1455494400000\": -0.2102109217, \"1513641600000\": 0.081566334, \"1473379200000\": -0.1106835826, \"1472515200000\": -0.1123070058, \"1502755200000\": -0.0066867774, \"1510876800000\": 0.1044881473, \"1496880000000\": -0.0455712067, \"1477872000000\": -0.1057964275, \"1471564800000\": -0.0980928731, \"1479686400000\": -0.0776986362, \"1511740800000\": 0.08548434, \"1466985600000\": -0.1636183816, \"1491955200000\": -0.0593851523, \"1460419200000\": -0.1373771946, \"1489968000000\": -0.0754198936, \"1479168000000\": -0.0807114973, \"1491436800000\": -0.0581500427, \"1466035200000\": -0.1705519022, \"1466640000000\": -0.1644832961, \"1479427200000\": -0.084039019, \"1493078400000\": -0.0777352751, \"1457913600000\": -0.1783205865, \"1462924800000\": -0.1737322786, \"1505174400000\": 0.0286595971, \"1498780800000\": -0.0172091166, \"1513209600000\": 0.0791064606, \"1492992000000\": -0.080339292, \"1452470400000\": -0.1443458264, \"1508112000000\": 0.0488986748, \"1495152000000\": -0.087685704, \"1484784000000\": -0.1076696493}, \"benchmark_annualized_return\": 0.0404, \"turnover_rate\": 4.86032, \"max_drawdown\": 0.11311, \"beta\": 0.37552, \"sharpe\": -0.58281, \"alpha\": -0.04607, \"volatility\": 0.07557, \"annualized_return\": -0.00904, \"cumulative_return\": {\"1500249600000\": -0.0275760855, \"1468368000000\": -0.0199163965, \"1506038400000\": 0.0024811961, \"1492560000000\": -0.0091890379, \"1459468800000\": -0.035195321, \"1477440000000\": -0.0008001926, \"1486944000000\": -0.0051873954, \"1496188800000\": -0.0283387084, \"1483401600000\": -0.0115881472, \"1458604800000\": -0.0363384903, \"1477958400000\": -0.0012167618, \"1469664000000\": -0.0230763262, \"1472688000000\": -0.0099810035, \"1478476800000\": -0.0025424329, \"1509062400000\": 0.0014404931, \"1453334400000\": -0.0580273704, \"1497225600000\": -0.0259698441, \"1490659200000\": -0.0046251311, \"1471219200000\": -0.0069235702, \"1456704000000\": -0.0796649644, \"1483660800000\": -0.010188712, \"1458172800000\": -0.0474541049, \"1513296000000\": -0.0177624304, \"1481587200000\": -0.0106732288, \"1484265600000\": -0.0157566423, \"1508889600000\": 0.0029634291, \"1493337600000\": -0.0134651165, \"1463961600000\": -0.0500643404, \"1487030400000\": -0.0050317576, \"1453852800000\": -0.0851808639, \"1504051200000\": 0.0017634255, \"1509926400000\": -0.0068824501, \"1461283200000\": -0.0368957494, \"1457568000000\": -0.0591726031, \"1489017600000\": -0.0056374074, \"1501027200000\": -0.0189548339, \"1466121600000\": -0.0351502513, \"1462233600000\": -0.0299610973, \"1493856000000\": -0.0199942461, \"1482969600000\": -0.0167577882, \"1460678400000\": -0.032604241, \"1493251200000\": -0.0140031352, \"1500940800000\": -0.0176254308, \"1508457600000\": 5.62133e-05, \"1451865600000\": -0.0067098821, \"1452643200000\": -0.0477827288, \"1471910400000\": -0.0084464661, \"1461110400000\": -0.0366145688, \"1498003200000\": -0.0195394801, \"1480291200000\": 0.003835825, \"1499731200000\": -0.0181361991, \"1494460800000\": -0.0355748709, \"1510099200000\": -0.0016882562, \"1474848000000\": -0.020001391, \"1512604800000\": -0.0199502191, \"1479081600000\": 0.0023342485, \"1466553600000\": -0.0339897267, \"1487548800000\": -0.0050702254, \"1509580800000\": -0.0056852309, \"1498521600000\": -0.017518746, \"1512086400000\": -0.0128802775, \"1493942400000\": -0.0251911469, \"1452211200000\": -0.013002329, \"1494288000000\": -0.0289207079, \"1505865600000\": 0.0048806368, \"1470614400000\": -0.0194643154, \"1467763200000\": -0.0224429905, \"1506556800000\": -0.0010864929, \"1469750400000\": -0.0247917511, \"1460073600000\": -0.0349687902, \"1473120000000\": -0.006123008, \"1477008000000\": -0.0031189858, \"1505433600000\": 0.0042065709, \"1507680000000\": 0.0068568479, \"1513555200000\": -0.0179700532, \"1465257600000\": -0.0348587552, \"1514246400000\": -0.018971269, \"1478044800000\": -0.0026919161, \"1492041600000\": 0.0011992872, \"1459123200000\": -0.0365344868, \"1510531200000\": -0.0007573748, \"1452124800000\": -0.0236756613, \"1479254400000\": 0.003054319, \"1490227200000\": -0.0064657646, \"1510790400000\": -0.0078269395, \"1502236800000\": -0.009905625, \"1506297600000\": -0.0001587765, \"1512691200000\": -0.0165738191, \"1494892800000\": -0.0269504224, \"1460592000000\": -0.0324691278, \"1488758400000\": -0.0037063819, \"1461196800000\": -0.0393896151, \"1501718400000\": -0.0134826571, \"1505692800000\": 0.005059837, \"1471305600000\": -0.0065234499, \"1509667200000\": -0.0082466507, \"1453420800000\": -0.0522239204, \"1503360000000\": -0.0050797577, \"1484006400000\": -0.0079285119, \"1499904000000\": -0.018719199, \"1486339200000\": -0.0101723606, \"1480464000000\": 0.0024061863, \"1493164800000\": -0.0145542213, \"1481500800000\": -0.0112729654, \"1467936000000\": -0.0225781499, \"1470182400000\": -0.0248826501, \"1489536000000\": -0.0035397389, \"1463443200000\": -0.0492879545, \"1501113600000\": -0.0143194969, \"1485302400000\": -0.0130618255, \"1467072000000\": -0.0311745246, \"1478736000000\": -0.0005439764, \"1491782400000\": -0.0013233171, \"1501804800000\": -0.0136689881, \"1470960000000\": -0.01683299, \"1479772800000\": 0.0032898735, \"1504828800000\": 0.0037588351, \"1465171200000\": -0.034303354, \"1482364800000\": -0.0101263937, \"1488844800000\": -0.0036671066, \"1487721600000\": -0.0032345718, \"1514505600000\": -0.0175768425, \"1476748800000\": -0.0027108403, \"1453161600000\": -0.035095948, \"1463097600000\": -0.0530175564, \"1498176000000\": -0.0199942053, \"1474243200000\": -0.0131937107, \"1507852800000\": 0.0073455835, \"1479340800000\": 0.002755788, \"1508198400000\": 0.0024091959, \"1490572800000\": -0.0036194712, \"1474416000000\": -0.012261556, \"1494547200000\": -0.0344108076, \"1473811200000\": -0.0169741218, \"1466380800000\": -0.0355651427, \"1499385600000\": -0.0168477228, \"1481155200000\": 0.0003166788, \"1467676800000\": -0.0226620874, \"1505779200000\": 0.0040587535, \"1487894400000\": -0.0036809388, \"1461628800000\": -0.036022388, \"1497830400000\": -0.02049662, \"1485129600000\": -0.0133982927, \"1471996800000\": -0.0082968178, \"1467590400000\": -0.0252135044, \"1483488000000\": -0.0073968024, \"1476403200000\": -0.0047828614, \"1509494400000\": -0.0043913859, \"1503014400000\": -0.0067250731, \"1456272000000\": -0.0493050895, \"1458518400000\": -0.0350808219, \"1513123200000\": -0.0128807317, \"1485216000000\": -0.0141237509, \"1494201600000\": -0.0296475988, \"1456876800000\": -0.0549001131, \"1474329600000\": -0.0136704086, \"1489363200000\": -0.0037185487, \"1482883200000\": -0.016595288, \"1482796800000\": -0.014407988, \"1490140800000\": -0.0071485319, \"1475020800000\": -0.0179366106, \"1496275200000\": -0.0327370201, \"1484870400000\": -0.0154148743, \"1496966400000\": -0.023820121, \"1484092800000\": -0.0106672007, \"1462406400000\": -0.0280783949, \"1454025600000\": -0.08475006, \"1505347200000\": 0.00495019, \"1509408000000\": -0.0044116791, \"1477612800000\": -0.0015981093, \"1496620800000\": -0.0296865394, \"1468972800000\": -0.0206230094, \"1464912000000\": -0.0348972118, \"1452556800000\": -0.0360544076, \"1459209600000\": -0.0370408314, \"1452816000000\": -0.0541617974, \"1509321600000\": -0.0055276715, \"1504742400000\": 0.004015405, \"1471478400000\": -0.0066391889, \"1470700800000\": -0.017211398, \"1508371200000\": -0.0029833816, \"1477353600000\": 0.0002583789, \"1479945600000\": 0.002815895, \"1482451200000\": -0.0152249627, \"1488412800000\": -0.0049068679, \"1466726400000\": -0.0374926492, \"1492128000000\": -0.0014162082, \"1507593600000\": 0.0066482845, \"1464134400000\": -0.0541223401, \"1459987200000\": -0.0349374778, \"1468195200000\": -0.0223003751, \"1455580800000\": -0.063924995, \"1464825600000\": -0.0363703196, \"1499644800000\": -0.0172966857, \"1492387200000\": -0.002901656, \"1470268800000\": -0.0239188485, \"1467158400000\": -0.0296377939, \"1480377600000\": 0.0033122409, \"1470355200000\": -0.0244166906, \"1496361600000\": -0.0310329757, \"1476316800000\": -0.0048582457, \"1477267200000\": -0.0003913927, \"1456790400000\": -0.0721677369, \"1475193600000\": -0.0146146527, \"1502668800000\": -0.011674085, \"1456099200000\": -0.0493780622, \"1472601600000\": -0.008799044, \"1460332800000\": -0.0337765249, \"1480982400000\": 0.0004921512, \"1464739200000\": -0.0369779743, \"1468540800000\": -0.0204081042, \"1457308800000\": -0.0517346777, \"1454457600000\": -0.0813240556, \"1512345600000\": -0.0147760297, \"1483574400000\": -0.0076420759, \"1461715200000\": -0.0381253666, \"1455840000000\": -0.0588732379, \"1469145600000\": -0.0211155512, \"1499126400000\": -0.0175262509, \"1460505600000\": -0.0325992091, \"1478649600000\": -0.0029927889, \"1494806400000\": -0.0327984094, \"1469577600000\": -0.0225351452, \"1487635200000\": -0.003671253, \"1475107200000\": -0.0158376032, \"1458691200000\": -0.0362663274, \"1513728000000\": -0.0183536168, \"1502928000000\": -0.0071280419, \"1512432000000\": -0.0188128188, \"1500595200000\": -0.01733842, \"1469491200000\": -0.019959672, \"1465776000000\": -0.0388626245, \"1456358400000\": -0.0714319644, \"1467244800000\": -0.0297177529, \"1505260800000\": 0.0050809462, \"1464566400000\": -0.0536857232, \"1500854400000\": -0.0158416022, \"1472169600000\": -0.0094022911, \"1463356800000\": -0.0490237359, \"1481846400000\": -0.0109828265, \"1500336000000\": -0.0259415983, \"1490054400000\": -0.0041141348, \"1489622400000\": -0.0005518584, \"1504224000000\": 0.0035157776, \"1472083200000\": -0.009673508, \"1491350400000\": -0.000899029, \"1463011200000\": -0.0509841951, \"1503446400000\": -0.005960904, \"1470787200000\": -0.018444435, \"1461801600000\": -0.0391753542, \"1468454400000\": -0.020270214, \"1504656000000\": 0.0048237096, \"1514419200000\": -0.0199155929, \"1511827200000\": -0.0133543218, \"1484611200000\": -0.0180223622, \"1480636800000\": 0.0016229841, \"1468281600000\": -0.0205556113, \"1486684800000\": -0.0061370207, \"1481241600000\": -0.0002777737, \"1502409600000\": -0.0162640284, \"1469404800000\": -0.0208519075, \"1451952000000\": 0.002065728, \"1501200000000\": -0.0144242745, \"1486425600000\": -0.0108576779, \"1500508800000\": -0.0173118696, \"1510012800000\": -0.0033588298, \"1473292800000\": -0.006414007, \"1512950400000\": -0.0105530436, \"1502064000000\": -0.011592095, \"1462320000000\": -0.0294752772, \"1480032000000\": 0.0035941366, \"1499817600000\": -0.0193473203, \"1508284800000\": 0.0009630592, \"1501459200000\": -0.0127847889, \"1488499200000\": -0.0052886886, \"1483920000000\": -0.0080235866, \"1490313600000\": -0.0034730696, \"1495670400000\": -0.0288860778, \"1495065600000\": -0.0283302661, \"1503273600000\": -0.0045515263, \"1480550400000\": 0.0033075011, \"1455667200000\": -0.0587390623, \"1498435200000\": -0.0178630728, \"1505088000000\": 0.0045232315, \"1462492800000\": -0.040490577, \"1478822400000\": 0.0010368307, \"1491868800000\": 0.000790068, \"1511395200000\": -0.0159857085, \"1478563200000\": -0.0014811187, \"1452729600000\": -0.0352726143, \"1460937600000\": -0.033436441, \"1487203200000\": -0.0058853608, \"1511913600000\": -0.0131376463, \"1489104000000\": -0.0063601526, \"1492473600000\": -0.0060948971, \"1511222400000\": -0.0100174501, \"1472774400000\": -0.009571473, \"1511308800000\": -0.0092298567, \"1459296000000\": -0.0356128312, \"1474502400000\": -0.0103292517, \"1494374400000\": -0.0361501429, \"1504569600000\": 0.0045196278, \"1464048000000\": -0.0536501479, \"1490832000000\": -0.0092524399, \"1482192000000\": -0.0144812121, \"1495756800000\": -0.0292325621, \"1464220800000\": -0.0528469334, \"1492646400000\": -0.0092984471, \"1481068800000\": 0.0021768053, \"1470096000000\": -0.0252362083, \"1489449600000\": -0.0038390567, \"1478131200000\": -0.0021641269, \"1466467200000\": -0.0363886103, \"1454630400000\": -0.0773285422, \"1508976000000\": 0.0037345715, \"1495411200000\": -0.0319611003, \"1476230400000\": -0.0060446596, \"1453075200000\": -0.0509957874, \"1484524800000\": -0.0199933804, \"1514160000000\": -0.0221332026, \"1458864000000\": -0.0367029019, \"1477526400000\": -0.0011042383, \"1495497600000\": -0.0364118059, \"1510617600000\": -0.0030369223, \"1497916800000\": -0.0203639221, \"1507507200000\": 0.0043933777, \"1457654400000\": -0.0590154731, \"1514332800000\": -0.0212226484, \"1497312000000\": -0.0232834167, \"1462752000000\": -0.0525479372, \"1492732800000\": -0.0092213331, \"1502841600000\": -0.0101778173, \"1454544000000\": -0.0739713789, \"1488153600000\": -0.0043786155, \"1453248000000\": -0.040977698, \"1468886400000\": -0.0205402201, \"1457049600000\": -0.0551588151, \"1487808000000\": -0.0040541333, \"1488240000000\": -0.0042185608, \"1513814400000\": -0.0168892311, \"1476835200000\": -0.0030924811, \"1512518400000\": -0.0174948229, \"1453939200000\": -0.1008002514, \"1503964800000\": 0.0008694256, \"1457481600000\": -0.0551968831, \"1467331200000\": -0.0300555401, \"1488326400000\": -0.004001705, \"1503532800000\": -0.0085833052, \"1502150400000\": -0.0113956698, \"1462838400000\": -0.0517509556, \"1510272000000\": -0.0010400392, \"1457395200000\": -0.0515682116, \"1513900800000\": -0.0179138114, \"1486512000000\": -0.0085579083, \"1510185600000\": -6.33374e-05, \"1487116800000\": -0.0067202425, \"1504483200000\": 0.0040048963, \"1493769600000\": -0.0177702357, \"1488931200000\": -0.0039149794, \"1498694400000\": -0.0176877963, \"1455753600000\": -0.0589084334, \"1510704000000\": -0.0056151648, \"1495584000000\": -0.0352584449, \"1464307200000\": -0.0530698568, \"1481673600000\": -0.0144921378, \"1481760000000\": -0.0137350467, \"1501632000000\": -0.0134547256, \"1511136000000\": -0.0124131688, \"1464652800000\": -0.0366830571, \"1459382400000\": -0.0355587277, \"1512000000000\": -0.0157532497, \"1471824000000\": -0.0086385706, \"1482278400000\": -0.0095284321, \"1473638400000\": -0.0138740587, \"1461542400000\": -0.0390754341, \"1454284800000\": -0.09208268, \"1470009600000\": -0.0275487499, \"1473206400000\": -0.0064590462, \"1490918400000\": -0.0076016325, \"1508803200000\": 0.0021186903, \"1508716800000\": 0.0003700577, \"1465344000000\": -0.0352692063, \"1496707200000\": -0.0285626642, \"1499040000000\": -0.0167643975, \"1476057600000\": -0.0075705644, \"1465948800000\": -0.034932638, \"1485388800000\": -0.0109362664, \"1458259200000\": -0.0403896443, \"1491523200000\": 0.0005478648, \"1458777600000\": -0.0369878819, \"1506470400000\": 0.0008397141, \"1463702400000\": -0.0527661308, \"1499299200000\": -0.0167842864, \"1486080000000\": -0.0120440162, \"1479859200000\": 0.0030303744, \"1461888000000\": -0.039791615, \"1506643200000\": 0.0009791196, \"1505952000000\": 0.0034854716, \"1456444800000\": -0.0689563523, \"1503878400000\": 0.001476119, \"1453680000000\": -0.0486195764, \"1502323200000\": -0.0112018282, \"1489708800000\": -0.004437701, \"1472428800000\": -0.0091892843, \"1504137600000\": 0.0021193291, \"1498608000000\": -0.0183694916, \"1473724800000\": -0.0145403327, \"1486598400000\": -0.0074015177, \"1497398400000\": -0.0234581255, \"1511481600000\": -0.0142676696, \"1467849600000\": -0.0222437527, \"1454371200000\": -0.0804073497, \"1461024000000\": -0.0333197148, \"1478217600000\": -0.0027417496, \"1487289600000\": -0.006671156, \"1482710400000\": -0.0135254932, \"1463616000000\": -0.0555220953, \"1497484800000\": -0.0218231354, \"1468800000000\": -0.020664292, \"1458086400000\": -0.0539168899, \"1465862400000\": -0.0389815442, \"1469059200000\": -0.0206107412, \"1483056000000\": -0.0155675482, \"1452038400000\": 0.0138824585, \"1474588800000\": -0.012002051, \"1471392000000\": -0.0062645122, \"1507766400000\": 0.0055517893, \"1473033600000\": -0.0084003314, \"1500422400000\": -0.0191082128, \"1459814400000\": -0.0340629969, \"1496793600000\": -0.0239815585, \"1499990400000\": -0.0191220528, \"1456185600000\": -0.052215693, \"1506384000000\": 0.000513091, \"1474934400000\": -0.016600271, \"1453766400000\": -0.0820388264, \"1463529600000\": -0.0556258164, \"1513036800000\": -0.0157434381, \"1480896000000\": 0.0010996282, \"1497571200000\": -0.0220708456, \"1458000000000\": -0.0525062088, \"1501545600000\": -0.0117723077, \"1493683200000\": -0.0157223961, \"1456963200000\": -0.0538048897, \"1494979200000\": -0.0258217999, \"1476144000000\": -0.0052310517, \"1476921600000\": -0.0027348505, \"1498089600000\": -0.0203668767, \"1470873600000\": -0.0218965705, \"1484697600000\": -0.0183783867, \"1499212800000\": -0.016300934, \"1476662400000\": -0.0078952657, \"1490745600000\": -0.005347526, \"1459900800000\": -0.034287694, \"1503619200000\": -0.003844295, \"1484179200000\": -0.013392382, \"1482105600000\": -0.0128164927, \"1455494400000\": -0.0792240467, \"1513641600000\": -0.0144252674, \"1473379200000\": -0.0082074179, \"1472515200000\": -0.00912245, \"1502755200000\": -0.0107167577, \"1510876800000\": -0.0124982672, \"1496880000000\": -0.0241901182, \"1477872000000\": -0.0018933992, \"1471564800000\": -0.0069130236, \"1479686400000\": 0.0019890573, \"1511740800000\": -0.0168940702, \"1466985600000\": -0.0334411593, \"1491955200000\": 0.0004016343, \"1460419200000\": -0.0342135617, \"1489968000000\": -0.0038841337, \"1479168000000\": 0.0029241455, \"1491436800000\": -9.66676e-05, \"1466035200000\": -0.0367559458, \"1466640000000\": -0.0346545715, \"1479427200000\": 0.001651037, \"1493078400000\": -0.0148755216, \"1457913600000\": -0.0519893009, \"1462924800000\": -0.0517016535, \"1505174400000\": 0.0044612774, \"1498780800000\": -0.0174652888, \"1513209600000\": -0.0147617663, \"1492992000000\": -0.0151467249, \"1452470400000\": -0.0406921344, \"1508112000000\": 0.0040920747, \"1495152000000\": -0.0279131937, \"1484784000000\": -0.019300704}}'"
      }
     ],
     "trading_days": "",
     "trusted": true
    },
    {
     "cell_type": "strategy",
     "collapsed": false,
     "has_detail": true,
     "id": "1C85B2C8DE214DF5A3E25AB9444D8273",
     "input": "import numpy as np\nimport pandas as pd\n\nstart = '2016-01-01'\nend = '2017-12-31'\nbenchmark = 'HS300'\nuniverse = DynamicUniverse('HS300')\ncapital_base = 1000000\nfreq = 'd'\nrefresh_rate = 1\n\nbuy_threshold = -100  # \u4e70\u5165\u9608\u503c\nsell_threshold = 100  # \u5356\u51fa\u9608\u503c\n\naccounts = {\n    'fantasy_account': AccountConfig(account_type='security', capital_base=10000000)\n}\n\n# \u5b9a\u4e49\u5e76\u6ce8\u518cSignal\u6a21\u5757\ndef initialize(context):\n    cci = Signal('CCI20')  # \u4f18\u77ff\u63d0\u4f9b\u4e86CCI5, CCI10, CCI20, CCI88\u7b494\u4e2d\u4e0d\u540c\u53c2\u6570\u7684\u9884\u8ba1\u7b97CCI\n    context.signal_generator = SignalGenerator(cci)\n\ndef handle_data(context):\n    current_universe = context.get_universe(exclude_halt=True)\n    cci = context.signal_result['CCI20']\n    \n    buylist = []\n    account = context.get_account('fantasy_account')\n    cash = account.cash\n    current_positions = account.get_positions()\n    for stock in current_universe:\n        # CCI\u5904\u4e8e\u8d85\u5356\u671f\uff0c\u4e14\u65e0\u6301\u4ed3\n        if cci[stock] < buy_threshold and stock not in current_positions:  \n            buylist.append(stock)\n        \n        # CCI\u5904\u4e8e\u8d85\u4e70\u671f\uff0c\u4e14\u6709\u6301\u4ed3\n        elif cci[stock] > sell_threshold and stock in current_positions:  \n            order_to(stock, 0)  # \u5168\u90e8\u5356\u51fa\n            cash += current_positions[stock].amount * context.current_price(stock)  # \u4f30\u8ba1\u4e70\u5165\u91d1\u989d\n    d = min(len(buylist), int(cash) // 20000)  # \u53ef\u4ee5\u4e70\u5165\u7684\u80a1\u7968\u6570\u91cf\uff0c\u5982\u679c\u8d44\u91d1\u4e0d\u591f\uff0c\u53ea\u4e70\u5165\u90e8\u5206\n    for stock in buylist[:d]:\n        order(stock, 20000 / context.current_price(stock))",
     "language": "python",
     "metadata": {},
     "outputs": [],
     "trading_days": [
      1451865600000,
      1451952000000,
      1452038400000,
      1452124800000,
      1452211200000,
      1452470400000,
      1452556800000,
      1452643200000,
      1452729600000,
      1452816000000,
      1453075200000,
      1453161600000,
      1453248000000,
      1453334400000,
      1453420800000,
      1453680000000,
      1453766400000,
      1453852800000,
      1453939200000,
      1454025600000,
      1454284800000,
      1454371200000,
      1454457600000,
      1454544000000,
      1454630400000,
      1455494400000,
      1455580800000,
      1455667200000,
      1455753600000,
      1455840000000,
      1456099200000,
      1456185600000,
      1456272000000,
      1456358400000,
      1456444800000,
      1456704000000,
      1456790400000,
      1456876800000,
      1456963200000,
      1457049600000,
      1457308800000,
      1457395200000,
      1457481600000,
      1457568000000,
      1457654400000,
      1457913600000,
      1458000000000,
      1458086400000,
      1458172800000,
      1458259200000,
      1458518400000,
      1458604800000,
      1458691200000,
      1458777600000,
      1458864000000,
      1459123200000,
      1459209600000,
      1459296000000,
      1459382400000,
      1459468800000,
      1459814400000,
      1459900800000,
      1459987200000,
      1460073600000,
      1460332800000,
      1460419200000,
      1460505600000,
      1460592000000,
      1460678400000,
      1460937600000,
      1461024000000,
      1461110400000,
      1461196800000,
      1461283200000,
      1461542400000,
      1461628800000,
      1461715200000,
      1461801600000,
      1461888000000,
      1462233600000,
      1462320000000,
      1462406400000,
      1462492800000,
      1462752000000,
      1462838400000,
      1462924800000,
      1463011200000,
      1463097600000,
      1463356800000,
      1463443200000,
      1463529600000,
      1463616000000,
      1463702400000,
      1463961600000,
      1464048000000,
      1464134400000,
      1464220800000,
      1464307200000,
      1464566400000,
      1464652800000,
      1464739200000,
      1464825600000,
      1464912000000,
      1465171200000,
      1465257600000,
      1465344000000,
      1465776000000,
      1465862400000,
      1465948800000,
      1466035200000,
      1466121600000,
      1466380800000,
      1466467200000,
      1466553600000,
      1466640000000,
      1466726400000,
      1466985600000,
      1467072000000,
      1467158400000,
      1467244800000,
      1467331200000,
      1467590400000,
      1467676800000,
      1467763200000,
      1467849600000,
      1467936000000,
      1468195200000,
      1468281600000,
      1468368000000,
      1468454400000,
      1468540800000,
      1468800000000,
      1468886400000,
      1468972800000,
      1469059200000,
      1469145600000,
      1469404800000,
      1469491200000,
      1469577600000,
      1469664000000,
      1469750400000,
      1470009600000,
      1470096000000,
      1470182400000,
      1470268800000,
      1470355200000,
      1470614400000,
      1470700800000,
      1470787200000,
      1470873600000,
      1470960000000,
      1471219200000,
      1471305600000,
      1471392000000,
      1471478400000,
      1471564800000,
      1471824000000,
      1471910400000,
      1471996800000,
      1472083200000,
      1472169600000,
      1472428800000,
      1472515200000,
      1472601600000,
      1472688000000,
      1472774400000,
      1473033600000,
      1473120000000,
      1473206400000,
      1473292800000,
      1473379200000,
      1473638400000,
      1473724800000,
      1473811200000,
      1474243200000,
      1474329600000,
      1474416000000,
      1474502400000,
      1474588800000,
      1474848000000,
      1474934400000,
      1475020800000,
      1475107200000,
      1475193600000,
      1476057600000,
      1476144000000,
      1476230400000,
      1476316800000,
      1476403200000,
      1476662400000,
      1476748800000,
      1476835200000,
      1476921600000,
      1477008000000,
      1477267200000,
      1477353600000,
      1477440000000,
      1477526400000,
      1477612800000,
      1477872000000,
      1477958400000,
      1478044800000,
      1478131200000,
      1478217600000,
      1478476800000,
      1478563200000,
      1478649600000,
      1478736000000,
      1478822400000,
      1479081600000,
      1479168000000,
      1479254400000,
      1479340800000,
      1479427200000,
      1479686400000,
      1479772800000,
      1479859200000,
      1479945600000,
      1480032000000,
      1480291200000,
      1480377600000,
      1480464000000,
      1480550400000,
      1480636800000,
      1480896000000,
      1480982400000,
      1481068800000,
      1481155200000,
      1481241600000,
      1481500800000,
      1481587200000,
      1481673600000,
      1481760000000,
      1481846400000,
      1482105600000,
      1482192000000,
      1482278400000,
      1482364800000,
      1482451200000,
      1482710400000,
      1482796800000,
      1482883200000,
      1482969600000,
      1483056000000,
      1483401600000,
      1483488000000,
      1483574400000,
      1483660800000,
      1483920000000,
      1484006400000,
      1484092800000,
      1484179200000,
      1484265600000,
      1484524800000,
      1484611200000,
      1484697600000,
      1484784000000,
      1484870400000,
      1485129600000,
      1485216000000,
      1485302400000,
      1485388800000,
      1486080000000,
      1486339200000,
      1486425600000,
      1486512000000,
      1486598400000,
      1486684800000,
      1486944000000,
      1487030400000,
      1487116800000,
      1487203200000,
      1487289600000,
      1487548800000,
      1487635200000,
      1487721600000,
      1487808000000,
      1487894400000,
      1488153600000,
      1488240000000,
      1488326400000,
      1488412800000,
      1488499200000,
      1488758400000,
      1488844800000,
      1488931200000,
      1489017600000,
      1489104000000,
      1489363200000,
      1489449600000,
      1489536000000,
      1489622400000,
      1489708800000,
      1489968000000,
      1490054400000,
      1490140800000,
      1490227200000,
      1490313600000,
      1490572800000,
      1490659200000,
      1490745600000,
      1490832000000,
      1490918400000,
      1491350400000,
      1491436800000,
      1491523200000,
      1491782400000,
      1491868800000,
      1491955200000,
      1492041600000,
      1492128000000,
      1492387200000,
      1492473600000,
      1492560000000,
      1492646400000,
      1492732800000,
      1492992000000,
      1493078400000,
      1493164800000,
      1493251200000,
      1493337600000,
      1493683200000,
      1493769600000,
      1493856000000,
      1493942400000,
      1494201600000,
      1494288000000,
      1494374400000,
      1494460800000,
      1494547200000,
      1494806400000,
      1494892800000,
      1494979200000,
      1495065600000,
      1495152000000,
      1495411200000,
      1495497600000,
      1495584000000,
      1495670400000,
      1495756800000,
      1496188800000,
      1496275200000,
      1496361600000,
      1496620800000,
      1496707200000,
      1496793600000,
      1496880000000,
      1496966400000,
      1497225600000,
      1497312000000,
      1497398400000,
      1497484800000,
      1497571200000,
      1497830400000,
      1497916800000,
      1498003200000,
      1498089600000,
      1498176000000,
      1498435200000,
      1498521600000,
      1498608000000,
      1498694400000,
      1498780800000,
      1499040000000,
      1499126400000,
      1499212800000,
      1499299200000,
      1499385600000,
      1499644800000,
      1499731200000,
      1499817600000,
      1499904000000,
      1499990400000,
      1500249600000,
      1500336000000,
      1500422400000,
      1500508800000,
      1500595200000,
      1500854400000,
      1500940800000,
      1501027200000,
      1501113600000,
      1501200000000,
      1501459200000,
      1501545600000,
      1501632000000,
      1501718400000,
      1501804800000,
      1502064000000,
      1502150400000,
      1502236800000,
      1502323200000,
      1502409600000,
      1502668800000,
      1502755200000,
      1502841600000,
      1502928000000,
      1503014400000,
      1503273600000,
      1503360000000,
      1503446400000,
      1503532800000,
      1503619200000,
      1503878400000,
      1503964800000,
      1504051200000,
      1504137600000,
      1504224000000,
      1504483200000,
      1504569600000,
      1504656000000,
      1504742400000,
      1504828800000,
      1505088000000,
      1505174400000,
      1505260800000,
      1505347200000,
      1505433600000,
      1505692800000,
      1505779200000,
      1505865600000,
      1505952000000,
      1506038400000,
      1506297600000,
      1506384000000,
      1506470400000,
      1506556800000,
      1506643200000,
      1507507200000,
      1507593600000,
      1507680000000,
      1507766400000,
      1507852800000,
      1508112000000,
      1508198400000,
      1508284800000,
      1508371200000,
      1508457600000,
      1508716800000,
      1508803200000,
      1508889600000,
      1508976000000,
      1509062400000,
      1509321600000,
      1509408000000,
      1509494400000,
      1509580800000,
      1509667200000,
      1509926400000,
      1510012800000,
      1510099200000,
      1510185600000,
      1510272000000,
      1510531200000,
      1510617600000,
      1510704000000,
      1510790400000,
      1510876800000,
      1511136000000,
      1511222400000,
      1511308800000,
      1511395200000,
      1511481600000,
      1511740800000,
      1511827200000,
      1511913600000,
      1512000000000,
      1512086400000,
      1512345600000,
      1512432000000,
      1512518400000,
      1512604800000,
      1512691200000,
      1512950400000,
      1513036800000,
      1513123200000,
      1513209600000,
      1513296000000,
      1513555200000,
      1513641600000,
      1513728000000,
      1513814400000,
      1513900800000,
      1514160000000,
      1514246400000,
      1514332800000,
      1514419200000,
      1514505600000
     ]
    }
   ],
   "metadata": {}
  }
 ]
}